[17623] | 1 | #region License Information
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| 2 |
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| 3 | /* HeuristicLab
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| 4 | * Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 5 | *
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| 6 | * This file is part of HeuristicLab.
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| 7 | *
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| 8 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 9 | * it under the terms of the GNU General Public License as published by
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| 10 | * the Free Software Foundation, either version 3 of the License, or
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| 11 | * (at your option) any later version.
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| 12 | *
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| 13 | * HeuristicLab is distributed in the hope that it will be useful,
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| 14 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 15 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 16 | * GNU General Public License for more details.
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| 17 | *
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| 18 | * You should have received a copy of the GNU General Public License
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| 19 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 20 | */
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| 21 |
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| 22 | #endregion
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| 23 |
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| 24 | using System;
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| 25 | using System.Collections.Generic;
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| 26 | using System.Linq;
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| 27 | using HEAL.Attic;
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| 28 | using HeuristicLab.Common;
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| 29 | using HeuristicLab.Core;
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| 30 | using HeuristicLab.Data;
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| 31 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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[17722] | 32 | using HeuristicLab.Parameters;
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[17623] | 33 |
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| 34 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic.Regression.MultiObjective {
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| 35 | [Item("Multi Soft Constraints Evaluator",
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| 36 | "Calculates the Person R² and the constraints violations of a symbolic regression solution.")]
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| 37 | [StorableType("8E9D76B7-ED9C-43E7-9898-01FBD3633880")]
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| 38 | public class
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[17794] | 39 | SymbolicRegressionMultiObjectiveMultiSoftConstraintEvaluator : SymbolicRegressionMultiObjectiveEvaluator
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| 40 | {
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[17722] | 41 | public const string DimensionsParameterName = "Dimensions";
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[17769] | 42 | private const string BoundsEstimatorParameterName = "Bounds estimator";
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[17722] | 43 |
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[17769] | 44 | public IFixedValueParameter<IntValue> DimensionsParameter =>
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| 45 | (IFixedValueParameter<IntValue>) Parameters[DimensionsParameterName];
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[17722] | 46 |
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[17769] | 47 | public IValueParameter<IBoundsEstimator> BoundsEstimatorParameter =>
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| 48 | (IValueParameter<IBoundsEstimator>) Parameters[BoundsEstimatorParameterName];
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[17733] | 49 |
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[17769] | 50 | public IBoundsEstimator BoundsEstimator {
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| 51 | get => BoundsEstimatorParameter.Value;
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| 52 | set => BoundsEstimatorParameter.Value = value;
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| 53 | }
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| 54 |
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[17623] | 55 | #region Constructors
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[17769] | 56 |
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[17722] | 57 | public SymbolicRegressionMultiObjectiveMultiSoftConstraintEvaluator() {
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| 58 | Parameters.Add(new FixedValueParameter<IntValue>(DimensionsParameterName, new IntValue(2)));
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[17769] | 59 | Parameters.Add(new ValueParameter<IBoundsEstimator>(BoundsEstimatorParameterName, new IABoundsEstimator()));
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[17722] | 60 | }
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[17623] | 61 |
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| 62 | [StorableConstructor]
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| 63 | protected SymbolicRegressionMultiObjectiveMultiSoftConstraintEvaluator(StorableConstructorFlag _) : base(_) { }
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| 64 |
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| 65 | protected SymbolicRegressionMultiObjectiveMultiSoftConstraintEvaluator(
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| 66 | SymbolicRegressionMultiObjectiveMultiSoftConstraintEvaluator original, Cloner cloner) : base(original, cloner) { }
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| 67 |
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| 68 | #endregion
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| 69 |
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[17722] | 70 | [StorableHook(HookType.AfterDeserialization)]
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| 71 | private void AfterDeserialization() {
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[17769] | 72 | if (!Parameters.ContainsKey(DimensionsParameterName))
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[17722] | 73 | Parameters.Add(new FixedValueParameter<IntValue>(DimensionsParameterName, new IntValue(2)));
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[17769] | 74 |
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| 75 | if (!Parameters.ContainsKey(BoundsEstimatorParameterName))
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| 76 | Parameters.Add(new ValueParameter<IBoundsEstimator>(BoundsEstimatorParameterName, new IABoundsEstimator()));
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[17722] | 77 | }
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| 78 |
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[17623] | 79 | public override IDeepCloneable Clone(Cloner cloner) {
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| 80 | return new SymbolicRegressionMultiObjectiveMultiSoftConstraintEvaluator(this, cloner);
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| 81 | }
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| 82 |
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| 83 |
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| 84 | public override IOperation InstrumentedApply() {
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[17769] | 85 | var rows = GenerateRowsToEvaluate();
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| 86 | var solution = SymbolicExpressionTreeParameter.ActualValue;
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| 87 | var problemData = ProblemDataParameter.ActualValue;
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| 88 | var interpreter = SymbolicDataAnalysisTreeInterpreterParameter.ActualValue;
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| 89 | var estimationLimits = EstimationLimitsParameter.ActualValue;
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| 90 | var applyLinearScaling = ApplyLinearScalingParameter.ActualValue.Value;
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[17623] | 91 |
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[17769] | 92 | if (UseConstantOptimization) {
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[17623] | 93 | SymbolicRegressionConstantOptimizationEvaluator.OptimizeConstants(interpreter, solution, problemData, rows,
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[17705] | 94 | false,
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[17627] | 95 | ConstantOptimizationIterations,
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| 96 | ConstantOptimizationUpdateVariableWeights,
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| 97 | estimationLimits.Lower,
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| 98 | estimationLimits.Upper);
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[17769] | 99 | } else {
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| 100 | if (applyLinearScaling) {
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| 101 | //Check for interval arithmetic grammar
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| 102 | //remove scaling nodes for linear scaling evaluation
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| 103 | var rootNode = new ProgramRootSymbol().CreateTreeNode();
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| 104 | var startNode = new StartSymbol().CreateTreeNode();
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| 105 | SymbolicExpressionTree newTree = null;
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| 106 | foreach (var node in solution.IterateNodesPrefix())
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| 107 | if (node.Symbol.Name == "Scaling") {
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| 108 | for (var i = 0; i < node.SubtreeCount; ++i) startNode.AddSubtree(node.GetSubtree(i));
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| 109 | rootNode.AddSubtree(startNode);
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| 110 | newTree = new SymbolicExpressionTree(rootNode);
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| 111 | break;
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| 112 | }
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[17623] | 113 |
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[17769] | 114 | //calculate alpha and beta for scaling
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| 115 | var estimatedValues = interpreter.GetSymbolicExpressionTreeValues(newTree, problemData.Dataset, rows);
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| 116 | var targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
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| 117 | OnlineLinearScalingParameterCalculator.Calculate(estimatedValues, targetValues, out var alpha, out var beta,
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| 118 | out var errorState);
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| 119 | //Set alpha and beta to the scaling nodes from ia grammar
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| 120 | foreach (var node in solution.IterateNodesPrefix())
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| 121 | if (node.Symbol.Name == "Offset") {
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| 122 | node.RemoveSubtree(1);
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| 123 | var alphaNode = new ConstantTreeNode(new Constant()) {Value = alpha};
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| 124 | node.AddSubtree(alphaNode);
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| 125 | } else if (node.Symbol.Name == "Scaling") {
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| 126 | node.RemoveSubtree(1);
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| 127 | var betaNode = new ConstantTreeNode(new Constant()) {Value = beta};
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| 128 | node.AddSubtree(betaNode);
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| 129 | }
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| 130 | }
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| 131 | }
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| 132 |
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[17623] | 133 | var qualities = Calculate(interpreter, solution, estimationLimits.Lower, estimationLimits.Upper, problemData,
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[17769] | 134 | rows, BoundsEstimator);
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[17623] | 135 | QualitiesParameter.ActualValue = new DoubleArray(qualities);
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| 136 | return base.InstrumentedApply();
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| 137 | }
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| 138 |
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[17769] | 139 | public override double[] Evaluate(
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| 140 | IExecutionContext context, ISymbolicExpressionTree tree,
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| 141 | IRegressionProblemData problemData,
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| 142 | IEnumerable<int> rows) {
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[17623] | 143 | SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = context;
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[17769] | 144 | EstimationLimitsParameter.ExecutionContext = context;
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| 145 | ApplyLinearScalingParameter.ExecutionContext = context;
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[17623] | 146 |
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| 147 | var quality = Calculate(SymbolicDataAnalysisTreeInterpreterParameter.ActualValue, tree,
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[17627] | 148 | EstimationLimitsParameter.ActualValue.Lower, EstimationLimitsParameter.ActualValue.Upper,
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[17769] | 149 | problemData, rows, BoundsEstimator);
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[17623] | 150 |
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| 151 | SymbolicDataAnalysisTreeInterpreterParameter.ExecutionContext = null;
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[17769] | 152 | EstimationLimitsParameter.ExecutionContext = null;
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| 153 | ApplyLinearScalingParameter.ExecutionContext = null;
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[17623] | 154 |
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| 155 | return quality;
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| 156 | }
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| 157 |
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| 158 |
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[17769] | 159 | public static double[] Calculate(
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| 160 | ISymbolicDataAnalysisExpressionTreeInterpreter interpreter,
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| 161 | ISymbolicExpressionTree solution, double lowerEstimationLimit,
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| 162 | double upperEstimationLimit,
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| 163 | IRegressionProblemData problemData, IEnumerable<int> rows, IBoundsEstimator estimator) {
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[17623] | 164 | OnlineCalculatorError errorState;
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[17769] | 165 | var estimatedValues = interpreter.GetSymbolicExpressionTreeValues(solution, problemData.Dataset, rows);
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[17623] | 166 | var targetValues = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, rows);
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[17769] | 167 | var constraints = problemData.IntervalConstraints.Constraints.Where(c => c.Enabled);
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| 168 | var intervalCollection = problemData.VariableRanges;
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[17623] | 169 |
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| 170 | double nmse;
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| 171 |
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| 172 | var boundedEstimatedValues = estimatedValues.LimitToRange(lowerEstimationLimit, upperEstimationLimit);
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| 173 | nmse = OnlineNormalizedMeanSquaredErrorCalculator.Calculate(targetValues, boundedEstimatedValues, out errorState);
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[17705] | 174 | if (errorState != OnlineCalculatorError.None) nmse = 1.0;
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[17623] | 175 |
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| 176 | if (nmse > 1)
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[17705] | 177 | nmse = 1.0;
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[17623] | 178 |
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| 179 |
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[17769] | 180 | var objectives = new List<double> {nmse};
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| 181 | ////var intervalInterpreter = new IntervalInterpreter() {UseIntervalSplitting = splitting};
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[17623] | 182 |
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[17769] | 183 | //var constraintObjectives = new List<double>();
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| 184 | //foreach (var c in constraints) {
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| 185 | // var penalty = ConstraintExceeded(c, intervalInterpreter, variableRanges,
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| 186 | // solution);
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| 187 | // var maxP = 0.1;
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[17623] | 188 |
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[17769] | 189 | // if (double.IsNaN(penalty) || double.IsInfinity(penalty) || penalty > maxP)
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| 190 | // penalty = maxP;
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[17623] | 191 |
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[17769] | 192 | // constraintObjectives.Add(penalty);
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| 193 | //}
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[17623] | 194 |
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[17769] | 195 | //objectives.AddRange(constraintObjectives);
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[17623] | 196 |
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[17769] | 197 | //return objectives.ToArray();
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| 198 |
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| 199 | var results = IntervalUtil.IntervalConstraintsViolation(constraints, estimator, intervalCollection, solution);
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[17774] | 200 | foreach (var result in results) {
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| 201 | if (double.IsNaN(result) || double.IsInfinity(result)) {
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| 202 | objectives.Add(double.MaxValue);
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| 203 | } else {
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| 204 | objectives.Add(result);
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| 205 | }
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| 206 | }
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| 207 |
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[17623] | 208 | return objectives.ToArray();
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| 209 | }
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| 210 |
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| 211 | /*
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| 212 | * First objective is to maximize the Pearson R² value
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| 213 | * All following objectives have to be minimized ==> Constraints
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| 214 | */
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[17769] | 215 |
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[17623] | 216 | public override IEnumerable<bool> Maximization {
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| 217 | get {
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[17769] | 218 | var objectives = new List<bool> {false}; //First NMSE ==> min
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[17722] | 219 | objectives.AddRange(Enumerable.Repeat(false, DimensionsParameter.Value.Value)); //Constraints ==> min
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[17769] | 220 |
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[17623] | 221 | return objectives;
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| 222 | }
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| 223 | }
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| 224 | }
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| 225 | } |
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